Trading Metrics calculated at close of trading on 13-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
7,311.0 |
7,341.0 |
30.0 |
0.4% |
6,996.0 |
High |
7,415.0 |
7,408.0 |
-7.0 |
-0.1% |
7,251.0 |
Low |
7,311.0 |
7,283.5 |
-27.5 |
-0.4% |
6,898.0 |
Close |
7,355.5 |
7,318.0 |
-37.5 |
-0.5% |
7,225.0 |
Range |
104.0 |
124.5 |
20.5 |
19.7% |
353.0 |
ATR |
108.2 |
109.4 |
1.2 |
1.1% |
0.0 |
Volume |
11,759 |
20,497 |
8,738 |
74.3% |
22,914 |
|
Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,710.0 |
7,638.5 |
7,386.5 |
|
R3 |
7,585.5 |
7,514.0 |
7,352.2 |
|
R2 |
7,461.0 |
7,461.0 |
7,340.8 |
|
R1 |
7,389.5 |
7,389.5 |
7,329.4 |
7,363.0 |
PP |
7,336.5 |
7,336.5 |
7,336.5 |
7,323.3 |
S1 |
7,265.0 |
7,265.0 |
7,306.6 |
7,238.5 |
S2 |
7,212.0 |
7,212.0 |
7,295.2 |
|
S3 |
7,087.5 |
7,140.5 |
7,283.8 |
|
S4 |
6,963.0 |
7,016.0 |
7,249.5 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,183.7 |
8,057.3 |
7,419.2 |
|
R3 |
7,830.7 |
7,704.3 |
7,322.1 |
|
R2 |
7,477.7 |
7,477.7 |
7,289.7 |
|
R1 |
7,351.3 |
7,351.3 |
7,257.4 |
7,414.5 |
PP |
7,124.7 |
7,124.7 |
7,124.7 |
7,156.3 |
S1 |
6,998.3 |
6,998.3 |
7,192.6 |
7,061.5 |
S2 |
6,771.7 |
6,771.7 |
7,160.3 |
|
S3 |
6,418.7 |
6,645.3 |
7,127.9 |
|
S4 |
6,065.7 |
6,292.3 |
7,030.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,415.0 |
7,175.0 |
240.0 |
3.3% |
98.5 |
1.3% |
60% |
False |
False |
15,302 |
10 |
7,415.0 |
6,875.0 |
540.0 |
7.4% |
110.6 |
1.5% |
82% |
False |
False |
9,793 |
20 |
7,415.0 |
6,875.0 |
540.0 |
7.4% |
95.1 |
1.3% |
82% |
False |
False |
5,144 |
40 |
7,415.0 |
6,320.0 |
1,095.0 |
15.0% |
114.0 |
1.6% |
91% |
False |
False |
2,822 |
60 |
7,415.0 |
6,112.5 |
1,302.5 |
17.8% |
110.9 |
1.5% |
93% |
False |
False |
2,032 |
80 |
7,415.0 |
5,924.0 |
1,491.0 |
20.4% |
113.7 |
1.6% |
93% |
False |
False |
2,170 |
100 |
7,415.0 |
5,924.0 |
1,491.0 |
20.4% |
111.9 |
1.5% |
93% |
False |
False |
1,760 |
120 |
7,415.0 |
5,924.0 |
1,491.0 |
20.4% |
110.2 |
1.5% |
93% |
False |
False |
1,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,937.1 |
2.618 |
7,733.9 |
1.618 |
7,609.4 |
1.000 |
7,532.5 |
0.618 |
7,484.9 |
HIGH |
7,408.0 |
0.618 |
7,360.4 |
0.500 |
7,345.8 |
0.382 |
7,331.1 |
LOW |
7,283.5 |
0.618 |
7,206.6 |
1.000 |
7,159.0 |
1.618 |
7,082.1 |
2.618 |
6,957.6 |
4.250 |
6,754.4 |
|
|
Fisher Pivots for day following 13-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
7,345.8 |
7,310.6 |
PP |
7,336.5 |
7,303.2 |
S1 |
7,327.3 |
7,295.8 |
|